IV Skew
-30.7%
25Δ put − call
Expiry 9/1820d 10/1648d 11/2083d 1/15139d
CALLS Strike PUTS OI Vol IV Δ Γ Θ V Bid/Ask Last Strike Last Bid/Ask V Θ Γ Δ IV Vol OI — — — — — — — — — 20.00 0.30 0.00/2.15 0.01 -0.06 0.0206 -0.15 168.9% — 1 — — — — — — — — — 22.00 0.19 0.00/0.60 0.01 -0.02 0.0297 -0.09 85.8% 1 1 — — — — — — — — — 23.00 0.05 0.00/0.80 0.01 -0.03 0.0387 -0.13 81.3% 1 2 — — — — — — — — — 24.00 0.25 0.00/2.15 0.02 -0.05 0.0431 -0.22 105.4% 2 8 4 4 65.7% 0.80 0.0652 -0.03 0.02 2.10/3.60 3.10 25.00 0.16 0.00/0.70 0.02 -0.02 0.0692 -0.16 53.7% 5 20 109 5 91.0% 0.68 0.0598 -0.06 0.02 1.25/3.50 1.89 26.00 0.39 0.00/0.85 0.02 -0.03 0.0789 -0.28 64.8% 1 25 209 3 71.9% 0.63 0.0803 -0.05 0.02 0.30/2.45 1.65 27.00 0.40 0.00/0.50 0.02 -0.02 0.1506 -0.30 35.2% 10 8 20 1 64.7% 0.54 0.0934 -0.04 0.03 0.50/1.75 1.00 28.00 — — — — — — — — — 11 6 65.8% 0.45 0.0916 -0.04 0.03 0.15/2.55 0.45 29.00 — — — — — — — — — 182 1 44.9% 0.28 0.1151 -0.03 0.02 0.10/0.50 0.25 30.00 — — — — — — — — — 18 3 52.7% 0.23 0.0881 -0.03 0.02 0.05/0.85 0.20 31.00 — — — — — — — — —
Greeks Profile 2026-09-18 · 20d · σ = 50.0%
Greek Δ Delta Γ Gamma Θ Theta V Vega
-0.06 0.22 0.51 0.79 1.08 $20 $24 $28 $32 $36 spot $28.03 Strike Δ Synthetic strikes from −30% to +30% of spot. Greeks computed from ATM IV via Black-Scholes-Merton. Calls approach 1 deep ITM, 0 deep OTM. Puts mirror to (−1, 0).